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| BacktestTool - batch backtest, import and strategy parameters optimalization |
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Posted by: xFFFFF - 02-27-2018, 12:22 AM - Forum: Third Party Software
- Replies (106)
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I present Gekko's BacktestTool. Script written in Perl.
How it's work?
The tool allows you to perform multiple backtests on previously defined multiple pairs, strategies and candleSize. All you have to do is enter your variables into the configuration file and run the program. Then BacktestTool will perform all the tasks you have ordered. Results are printed as terminal output and saved in csv file. Example of csv file is here: https://github.com/xFFFFF/Gekko-Strategi...tabase.csv
Features
- Test multiple candleSize, strategies and mulitple pairs on one run
- Start multiple PaperTraders
- Multiple datasets import
- Backtests results are exported to CSV file
- Multithreading - in contrast to raw Gekko backtest this tool uses 100% of your processor
- Extended statistics
DEMO
Start backtests
![[Image: backtest.gif]](https://raw.githubusercontent.com/xFFFFF/GekkoBacktestTool/master/images/backtest.gif)
All results are exported to CSV file (You can open it in Excel or LibreOffice Calc)
![[Image: csv.gif]](https://raw.githubusercontent.com/xFFFFF/GekkoBacktestTool/master/images/csv.gif)
Installation
1. Clone git https://github.com/xFFFFF/GekkoBacktestTool.git
2. Copy files to Gekko's main directory
3. Install dependies by command:
Code: $ sudo cpan install Parallel::ForkManager Time::ParseDate Time::Elapsed Getopt::Long List::MoreUtils File::chdir Statistics::Basic DBI
4. Edit backtest-config.pl in text editor.
Run
for backtest:
For import:
Code: $ perl backtest.pl -i
For start multiple paperTraders:
Code: $ perl backtest.pl -p
Available commands:
Code: usage: perl backtest.pl
To run backtests machine
usage: perl backtest.pl [parameter] [optional parameter]
Parameters:
-i, --import - Import new datasets
-g, --paper - Start multiple sessions of PaperTrader
-v, --convert - Convert TOML file to Gekko's CLI config format, ex: backtest.pl -v MACD.toml
Optional parameters:
-c, --config - BacktestTool config file. Default is backtest-config.pl
-s, --strat STRATEGY_NAME - Define strategies for backtests. You can add multiple strategies seperated by commas example: backtest.pl --strat=MACD,CCI
-p, --pair PAIR - Define pairs to backtest in exchange:currency:asset format ex: backtest.pl --p bitfinex:USD:AVT. You can add multiple pairs seperated by commas.
-p exchange:ALL - Perform action on all available pairs. Other usage: exchange:USD:ALL to perform action for all USD pairs.
-n, --candle CANDLE - Define candleSize and warmup period for backtest in candleSize:warmup format, ex: backtest.pl -n 5:144,10:73. You can add multiple values seperated by commas.
-f, --from
-f last - Start import from last candle available in DB. If pair not exist in DB then start from 24h ago.
-t, --to - Time range for backtest datasets or import. Example: backtest.pl --from="2018-01-01 09:10" --to="2018-01-05 12:23"
-t now - 'now' is current time in GMT.
-o, --output FILENAME - CSV file name.
Example usage:
Backtests of all available pairs for Binance Exchange in Gekko's scan datarange mode:
Code: $ perl backtest.pl -p binance:ALL`
Backtest on all pairs and strategies defined in backtest-config.pl with candles 5, 10, 20, 40 and 12 hours warmup period:
Code: $ perl backtest.pl -n 5:144,10:73,20:36,40:15`
Import all new candles for all BNB pairs:
Code: $ perl backtest.pl -i -p binance:BNB:ALL -f last -t now`
Import all candles for pairs defined in backtest-config.pl from 2017-01-02 to now:
Code: $ perl backtest.pl -i -f 2017-01-02 -t now`
Sample backtest output
Link: https://github.com/xFFFFF/Gekko-Backtest...output.csv
Github
Check our Git for more info: https://github.com/xFFFFF/GekkoBacktestTool
Feel free to submit suggestions or features request.
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| Hacking extra functionality into telegram plugin |
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Posted by: zappra - 02-26-2018, 08:56 PM - Forum: Feature Requests
- No Replies
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Hey,
I don't know if this is the right place to post this but...
I've got gekko and telegram talking to each other. The telegram plugin has the ability to respond to commands. I'd like to add some new commands and I'd like the ability to send these commands directly to the currently active trader and strategy.
This doesn't have to be elegant! Have already made some hacks to provide extra functionality but am a bit lost on how to get hold of the trader and strategy from within the telegram plugin.
Thanks!
Best
z
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| Slow Data Imports |
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Posted by: xBIGx - 02-26-2018, 08:47 PM - Forum: GDAX
- No Replies
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Anyone having really slow data imports from GDAX? Getting 3 months of data is like 100x slower than Poloniex. Would it be better if we just shared?
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| developer needed |
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Posted by: EddyEd - 02-26-2018, 04:04 PM - Forum: Custom Systems
- Replies (7)
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Gentlement, can I find a developer on this forum who could modify a custom strategy for me so it can:
1) log quotes in real-time into a specified csv file
2) read signals from a specified csv file for executing trades
Thanks!
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| I can not start gekko. |
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Posted by: JoshuaKeen - 02-25-2018, 11:20 PM - Forum: Technical Support
- No Replies
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After several tests I wanted to try to use gekko in "real money" mode with a few dollars but I find this problem:
Gekko 412443810954729 started
-> POST / api / startGekko 200 89ms 146b
<- POST / api / startGekko
Gekko 3334726943768955 started
-> POST / api / startGekko 200 87ms 399b
<- GET /favicon.ico
-> GET /favicon.ico 404 2ms -
RECEIVED ERROR IN GEKKO 3334726943768955
Gekko encountered an error and can not continue
Gekko encountered an error and can not continue
error:
[binance.js] undefined
Meta debug info:
Gekko version: v0.5.12
Nodejs version: v8.9.4
Can someone help me?
Thank you
JoshuaKeen
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| [Bounty] Hiring someone to write a simple Strategy |
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Posted by: spellfire - 02-24-2018, 12:42 PM - Forum: Strategy Development
- Replies (19)
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Hello,
my developer skills are very (VERY) limited so I would like to hire someone to develope the strategy I am using "manually" at the moment.
It's not sophisticated , fancy or by any means new, it's the classic grid trading from forex markets
Basically you setup a price and put x limit-stop margin orders higher and lower than the set price, then when orders get filled the script replace that order (a buy with a sell a sell with a buy)
As I said it's not AI , doesn't use any indicators , doesn't get you rich quickly...but it 's perfect for me :-)
Anyone willing to help with this for a price?
Thanks
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| Heikin Ashi |
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Posted by: fo0man - 02-23-2018, 11:42 PM - Forum: Guides
- Replies (5)
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I found Gekko a few days ago and have been trying out some different strategies. One of the things I was experimenting with is Heikin Ashi candles so. For anyone wanting to use HA candles here's how I'm doing it.
Code: var _ = require('lodash');
var strat = {
...
heikenAshi: function(candle) {
return {
close: (candle.open + candle.close + candle.high + candle.low) / 4,
open: (this.previousCandle.open + this.previousCandle.close) / 2,
high: _.max([candle.high, candle.open, candle.close]),
low: _.min([candle.low, candle.open, candle.close])
};
},
update: function () {
if (this.previousCandle) {
this.heikenCandle = this.heikenAshi(this.candle);
}
this.previousCandle = this.candle;
},
...
}
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| favicon.ico 404 |
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Posted by: donkykong017 - 02-23-2018, 06:08 AM - Forum: Technical Support
- Replies (2)
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What does that mean in the console output.
i am running gekko for days now with marketwatchers and traders and from time to time this output pops up.
Code: <-- GET /favicon.ico
--> GET /favicon.ico 404 0 ms -
It is yellow so i guess it is some kind of warning or so?! everything works as expected but i am just curious.
can someone explain.
cheers
DK
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